+9,051.4%
REGN vs URI
+6,985.7%
+2,065.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.8% |
| 7D | -6.0% | -0.5% | -5.5% | -5.9% |
| 30D | -0.4% | -13.4% | +13.0% | +3.1% |
| 3M | +32.0% | -6.2% | +38.2% | +33.2% |
| 6M | +3.0% | +28.0% | -25.0% | -4.6% |
| YTD | +3.2% | +23.0% | -19.8% | -4.2% |
| 1Y | +43.4% | +5.5% | +37.9% | +38.0% |
| 3Y | -3.6% | +119.2% | -122.8% | -25.9% |
| 5Y | +23.1% | +201.0% | -177.9% | -16.1% |
| 10Y | +108.3% | +1,218.9% | -1,110.6% | -17.1% |
| All | +9,051.4% | +6,985.7% | +2,065.7% | +1,627.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling